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Optimization Online





 

Optimization Online Digest — October 2010

Applications — OR and Management Sciences

Integer Solutions to Cutting Stock Problems
L. Fernández, L.A. Fernández, C. Pola

A Game-Theoretical Dynamic Model for Electricity Markets
Aswin Kannan, Victor M. Zavala

The value of rolling horizon policies for risk-averse hydro-thermal planning
Vincent Guigues, Claudia Sagastizábal

Portfolio Selection under Model Uncertainty: A Penalized Moment-Based Optimization Approach
Jonathan Y. Li, Roy H. Kwon

Stochastic Sequencing of Surgeries for a Single Surgeon Operating in Parallel Operating Rooms
Camilo Mancilla, Robert H. Storer

Construction of Risk-Averse Enhanced Index Funds
Miguel Lejeune, Gulay Samatli-Pac

ROBUST PASSENGER ORIENTED AIRLINE SCHEDULING
LUÍS CADARSO, ÁNGEL MARÍN

Robust Unit Commitment Problem with Demand Response and Wind Energy
Long Zhao, Bo Zeng

Applications — Science and Engineering

Minimum weight Topology optimization subject to unsteady heat equation and space-time pointwise constraints -- toward automatic optimal riser design in the shape casting process
Rouhollah Tavakoli

Total variation superiorization schemes in proton computed tomography image reconstruction
S.N. Penfold, R.W. Schulte, Y. Censor, A.B. Rosenfeld

Quest for the control on the second order derivatives: topology optimization with functional includes the state's curvature
Rouhollah Tavakoli

Accuracy guarantees for ℓ1-recovery
Anatoli Juditsky, Fatma Kilinc Karzan, Arkadi Nemirovskili

Combinatorial Optimization

Facets of the minimum-adjacency vertex coloring polytope
Diego Delle Donne, Javier Marenco

On the Complexity of Non-Overlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems
Karthik Natarajan, Xuan Vinh Doan

Min-Max Theorems Related to Geometric Representations of Graphs and their SDPs
Marcel K. Carli Silva, Levent Tuncel

Convex and Nonsmooth Optimization

On the acceleration of augmented Lagrangian method for linearly constrained optimization
Bingsheng He, Xiaoming Yuan

Global Optimization

Optimization problems on the rank and inertia of the Hermitian matrix expression $A - BX - (BX)^{*}$ with applications
Tian Yongge

Rank and inertia optimizations of two Hermitian quadratic matrix functions subject
Yongge Tian, Ying Li

Exploiting Second-Order Cone Structure for Global Optimization
Ashutosh Mahajan, Todd Munson

Max-min optimizations on the rank and inertia of a linear Hermitian matrix expression subject to range, rank and definiteness restrictions
Yongge Tian

Integer Programming

A probabilistic analysis of the strength of the split and triangle closures
Amitabh Basu, Gerard Cornuejols, Marco Molinaro

On optimizing over lift-and-project closures
Pierre Bonami

Mixed Integer Lifted Cover Inequalities for knapsack problems with a single continuous variable
Pasquale Avella, Maurizio Boccia, Sara Mattia

Linear, Cone and Semidefinite Programming

Comparing SOS and SDP relaxations of sensor network localization
Joăo Gouveia, Ting Kei Pong

SpeeDP: A new algorithm to compute the SDP relaxations of Max-Cut for very large graphs
Luigi Grippo, Laura Palagi, Mauro Piacentini, Veronica Piccialli, Giovanni Rinaldi

On the Volumetric Path
Murat Mut, Tamás Terlaky

Network Optimization

Solving Shortest Path Problems With a Weight Constraint and Replenishment Arcs
Olivia J Smith, Natashia Boland, Hamish Waterer

Nonlinear Optimization

A quasi-Newton strategy for the sSQP method for variational inequality and optimization problems
Damián Fernández

On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
Coralia Cartis, Nick Gould, Philippe Toint

Robust Optimization

Two-Stage Robust Power Grid Optimization Problem
Ruiwei Jiang, Muhong Zhang, Guang Li, Yongpei Guan

Stochastic Programming

Sampling-based decomposition methods for risk-averse multistage stochastic programs
Vincent Guigues, Werner Römisch

On the parallel solution of dense saddle-point linear systems arising in stochastic programming
Miles Lubin, Cosmin Petra, Mihai Anitescu

Other Topics

Robust and Stochastically Weighted Multi-Objective Optimization Models and Reformulations
Jian Hu, Sanjay Mehrotra

NONSMOOTH OPTIMIZATION OVER THE (WEAKLY OR PROPERLY) PARETO SET OF A LINEAR-QUADRATIC MULTI-OBJECTIVE CONTROL PROBLEM : EXPLICIT OPTIMALITY CONDITIONS
Henri Bonnel, Ngoc Sang Pham


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